+425.5%
SYK vs VEA
+163.7%
+261.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.1% |
| 7D | -12.3% | -2.1% | -10.3% | -11.0% |
| 30D | -22.4% | -1.1% | -21.4% | -21.9% |
| 3M | -12.3% | +5.1% | -17.4% | -15.8% |
| 6M | -24.3% | +9.8% | -34.1% | -30.0% |
| YTD | -22.8% | +15.9% | -38.7% | -31.5% |
| 1Y | -28.8% | +24.6% | -53.3% | -40.1% |
| 3Y | -4.0% | +75.5% | -79.5% | -37.3% |
| 5Y | +3.8% | +59.4% | -55.5% | -27.3% |
| 10Y | +172.8% | +160.3% | +12.5% | +39.8% |
| All | +425.5% | +163.7% | +261.8% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling